Daniel Li

Markov Processes International LLC

25 Maple Street

Summit, NJ 07901

United States

  • Markov Processes International LLC

SCHOLARLY PAPERS

2

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8

Scholarly Papers (2)

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1.

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Downloads 2,259 (13,076)
Citation 4

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Number of pages: 28 Posted: 20 Mar 2009 Last Revised: 09 Jan 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International, Inc. and University of Maryland - Robert H. Smith School of Business
Downloads 2,123 (14,140)
Citation 3

Abstract:

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hedge funds, hedging, replication, portfolio management, risk management, VaR

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Journal of Investment Consulting, Vol. 14, No. 1, 57-68, 2013
Number of pages: 14 Posted: 23 Dec 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International, Inc. and University of Maryland - Robert H. Smith School of Business
Downloads 136 (403,228)

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G10, G11

2.

Mutual Fund Family Strategies and Bayesian Alphas

Number of pages: 24 Posted: 08 Jan 2012
Daniel Li
Markov Processes International LLC
Downloads 134 (407,089)

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mutual fund, fund family, Bayesian Alphas, performance persistence